Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47494.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46099.86 Kr¶

PnL: ---------------------------------------> -788.71 Kr¶

DD now: ---------------------------------> -2.334 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:28:31.504996'

Anic Portfolio¶

Today¶

Return: -0.953 %¶

This Week¶

Return: -0.873 %¶

Total¶

Return: 55.486 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.840000 3120.000000 149.000000 5.020000 2971.000006
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.870000 3436.800000 59.800000 1.770000 3377.000000
Corem Property Group B 59 -1.800000 611.240000 34.240000 5.930000 576.999999
AcadeMedia 12 -2.730000 590.640000 33.640000 6.040000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.590000 388.600000 33.600000 9.460000 355.000000
MedCap 2 -0.440000 454.000000 33.000000 7.840000 421.000000
Resurs Holding 22 -1.340000 601.260000 27.260000 4.750000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.490000 1671.600000 17.600000 1.060000 1653.999996
HMS Networks 2 -2.930000 690.000000 17.000000 2.530000 673.000000
Swedbank A 3 -0.700000 577.050000 13.050000 2.310000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 -1.020000 582.600000 12.600000 2.210000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 -0.390000 536.900000 8.900000 1.690000 527.999997
Coor Service Management Hold. 8 -0.660000 538.400000 6.400000 1.200000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Nordea Bank Abp 29 -0.100000 3451.000000 -3.000000 -0.090000 3453.999992
Intrum 4 -4.250000 522.200000 -4.800000 -0.910000 527.000000
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Essity B 2 -0.290000 559.000000 -15.000000 -2.610000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -2.260000 505.700000 -28.300000 -5.300000 533.999999
Essity A 4 -1.240000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -1.340000 550.500000 -44.070000 -7.410000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.360000 3595.800000 -160.200000 -4.270000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -2.240000 1415.700000 -248.300000 -14.920000 1663.999992
Ovzon 52 -3.090000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46099.860000 -788.710000 -2.33408% 46888.564618

Updated:¶

'2023-01-25 12:28:44.203092'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶